1Oriol N, and Veryzhenko I. Market Structure orTraders’Behaviour- An Assessment of Flash CrashPhenomena and Their Regulation Based on a MultiagentSimulation[J]. GREDEG Working Paper, 2015.No.2015-16. 被引量：1
2Menkveld A J, and Yueshen B Z. Anatomy ofthe Flash Crash[J]. Available at SSRN 2243520, 2013. 被引量：1
3Kirilenko A A, Kyle A S, Samadi M, et al. TheFlash Crash: The Impact of High Frequency Trading onan Electronic Market[J]. Available at SSRN 1686004,2014. 被引量：1
4Madhavan A. Exchange- traded Funds, MarketStructure, and the Flash Crash[J]. Financial AnalystsJournal, 2012. 68(4): 20-35. 被引量：1
5Easley D, de Prado M M L, and O'Hara M.VPIN and the flash crash: A rejoinder[J]. Journal of FinancialMarkets, 2014. 17: 47-52. 被引量：1
6Gomber P, Arndt B, Lutat M, et al. High- frequencytrading[J]. Available at SSRN 1858626, 2011. 被引量：1
7Brogaard J. High Frequency Trading and itsImpact on Market Quality[J]. Northwestern UniversityKellogg School of Management Working Paper, 2010.66. 被引量：1
8Hanson T A. The Effects of High FrequencyTraders in a Simulated Market[C]. Midwest Finance Association2012 Annual Meetings Paper, 2011. 被引量：1
9Fagiolo G, Leal J, Napoletano M S, et al. Rockaround the Clock: An Agent-Based Model of Low-andHigh-Frequency Trading[J]. LEM Papers Series, 2014.3. 被引量：1
10Zhang F. High-frequency Trading, Stock Volatility,and Price Discovery[J]. Available at SSRN1691679, 2010. 被引量：1
